| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,016.5 |
1,998.6 |
-17.9 |
-0.9% |
2,039.3 |
| High |
2,021.4 |
2,013.1 |
-8.3 |
-0.4% |
2,043.2 |
| Low |
1,996.0 |
1,992.7 |
-3.3 |
-0.2% |
1,992.7 |
| Close |
2,000.5 |
2,001.4 |
0.9 |
0.0% |
2,001.4 |
| Range |
25.4 |
20.4 |
-5.0 |
-19.7% |
50.5 |
| ATR |
26.6 |
26.2 |
-0.4 |
-1.7% |
0.0 |
| Volume |
3,258 |
2,108 |
-1,150 |
-35.3% |
11,900 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,063.6 |
2,052.9 |
2,012.6 |
|
| R3 |
2,043.2 |
2,032.5 |
2,007.0 |
|
| R2 |
2,022.8 |
2,022.8 |
2,005.1 |
|
| R1 |
2,012.1 |
2,012.1 |
2,003.3 |
2,017.5 |
| PP |
2,002.4 |
2,002.4 |
2,002.4 |
2,005.1 |
| S1 |
1,991.7 |
1,991.7 |
1,999.5 |
1,997.1 |
| S2 |
1,982.0 |
1,982.0 |
1,997.7 |
|
| S3 |
1,961.6 |
1,971.3 |
1,995.8 |
|
| S4 |
1,941.2 |
1,950.9 |
1,990.2 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.9 |
2,133.2 |
2,029.2 |
|
| R3 |
2,113.4 |
2,082.7 |
2,015.3 |
|
| R2 |
2,062.9 |
2,062.9 |
2,010.7 |
|
| R1 |
2,032.2 |
2,032.2 |
2,006.0 |
2,022.3 |
| PP |
2,012.4 |
2,012.4 |
2,012.4 |
2,007.5 |
| S1 |
1,981.7 |
1,981.7 |
1,996.8 |
1,971.8 |
| S2 |
1,961.9 |
1,961.9 |
1,992.1 |
|
| S3 |
1,911.4 |
1,931.2 |
1,987.5 |
|
| S4 |
1,860.9 |
1,880.7 |
1,973.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,043.2 |
1,992.7 |
50.5 |
2.5% |
21.8 |
1.1% |
17% |
False |
True |
2,380 |
| 10 |
2,084.4 |
1,992.7 |
91.7 |
4.6% |
24.0 |
1.2% |
9% |
False |
True |
2,293 |
| 20 |
2,129.7 |
1,992.7 |
137.0 |
6.8% |
26.9 |
1.3% |
6% |
False |
True |
2,814 |
| 40 |
2,129.7 |
1,992.7 |
137.0 |
6.8% |
27.4 |
1.4% |
6% |
False |
True |
2,339 |
| 60 |
2,129.7 |
1,885.2 |
244.5 |
12.2% |
28.7 |
1.4% |
48% |
False |
False |
2,013 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
27.0 |
1.4% |
48% |
False |
False |
1,623 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.9 |
1.3% |
48% |
False |
False |
1,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,099.8 |
|
2.618 |
2,066.5 |
|
1.618 |
2,046.1 |
|
1.000 |
2,033.5 |
|
0.618 |
2,025.7 |
|
HIGH |
2,013.1 |
|
0.618 |
2,005.3 |
|
0.500 |
2,002.9 |
|
0.382 |
2,000.5 |
|
LOW |
1,992.7 |
|
0.618 |
1,980.1 |
|
1.000 |
1,972.3 |
|
1.618 |
1,959.7 |
|
2.618 |
1,939.3 |
|
4.250 |
1,906.0 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.9 |
2,018.0 |
| PP |
2,002.4 |
2,012.4 |
| S1 |
2,001.9 |
2,006.9 |
|